Using a Loss Function in Selecting the Best of Two Gamma Populations in Terms ofTheir Scale Parameters

摘要

The paper continues the study of the subset selection procedure proposed by vander Laan and van Eeden (1993). In the 1993 paper, the authors consider a location problem and base their procedure on a continuous loss function. The present paper develops a similar procedure for scale parameters. The case of two gamma populations with equal known shape parameters is studied in detail.